Maya Rudolph, Martin Short Re-create Fake 'Windy City' Cop Show on 'Tonight Show'

Maya Rudolph, Martin Short on Tonight Show - Publicity - H 2016
Andrew Lipovsky/NBC

Jimmy Fallon admitted on Friday's Tonight Show that he actually worked with Maya Rudolph and Martin Short back in the '80s.

Rudolph and Short appeared on the show to promote their new variety show with SNL's Kenan Thompson, Maya & Marty, which premieres May 31, but got distracted reminiscing about their fabled ill-fated series.

The Windy City Blue, according to the late-night host, was "a gritty cop show set in Chicago," in which the trio played tollbooth cops, but "anytime any of us left the booth, it was so hard to perform the scene. It was just so windy in Chicago at that time," remembered Short.

The faux sitcom was tough to create because of the "record winds," as the three recalled (many times). They set out to prove the fact with a clip.

As tollbooth cops, Rudolph, Short and Fallon turned out to be pretty ineffective, as each time they left to chase a robber, the wind didn't let them get very far.

Watch the full clip below.